Object preview not generated for large objects (bug?)
Wow, so I have reported the bug on developer.blender.org and it was fixed in about 3 hours!

Link with the fix details:
https://developer.blender.org/rB63482a5f2e2ad76989c2d2901c1f34f2f0cb59d4

I have compiled the current Blender build which contains the fix and I can confirm the big object has now it's preview generated correctly.



This means a future public version will have this fixed as well.

Big thanks to Blender developers for such prompt reaction :)